Ergodicity of Markov chain Monte Carlo with reversible proposal
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Publication:4684877
DOI10.1017/jpr.2017.22zbMath1401.65009arXiv1602.02889OpenAlexW2963622644MaRDI QIDQ4684877
Publication date: 26 September 2018
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.02889
Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Numerical analysis or methods applied to Markov chains (65C40)
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